+77.6%
SO vs USFD
+184.3%
-106.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +0.4% | +3.9% | -3.5% | -0.2% |
| 30D | +9.2% | +10.7% | -1.4% | +7.8% |
| 3M | +1.1% | +6.3% | -5.2% | +0.2% |
| 6M | -1.1% | +16.2% | -17.3% | -3.0% |
| YTD | +9.7% | +41.9% | -32.2% | +5.0% |
| 1Y | +5.5% | +44.2% | -38.7% | +0.7% |
| 3Y | +47.0% | +159.8% | -112.7% | +30.4% |
| 5Y | +77.6% | +177.1% | -99.5% | +55.5% |
| All | +77.6% | +184.3% | -106.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling